robustbase (version 0.2-7)

lmrob.fit.MM: MM-regression estimators

Description

Fit function for MM-regression estimators

Usage

lmrob.fit.MM(x, y, control,
             init.S = lmrob.S(x = x, y = y, control = control))

Arguments

x

design matrix ($n \times p$) typically including a column of 1s for the intercept.

y

numeric response vector (of length $n$).

control

A list of control parameters as returned by lmrob.control.

init.S

a list with components coef, scale, and cov specifying an initial S-estimate, such as resulting from lmrob.S(..)

Value

• A list that contains regression coefficient estimators and the robustly estimated error standard deviation

Details

This function is used by lmrob and not intended to be used on its own.

See Also

lmrob, lmrob.MM, lmrob.S